AXP vs. VTI
Compare and contrast key facts about American Express Company (AXP) and Vanguard Total Stock Market ETF (VTI).
VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AXP or VTI.
Performance
AXP vs. VTI - Performance Comparison
Returns By Period
In the year-to-date period, AXP achieves a 54.25% return, which is significantly higher than VTI's 24.70% return. Over the past 10 years, AXP has outperformed VTI with an annualized return of 13.88%, while VTI has yielded a comparatively lower 12.63% annualized return.
AXP
54.25%
3.16%
18.13%
76.36%
20.89%
13.88%
VTI
24.70%
1.36%
12.03%
32.16%
15.00%
12.63%
Key characteristics
| AXP | VTI | |
|---|---|---|
| Sharpe Ratio | 3.27 | 2.65 |
| Sortino Ratio | 4.16 | 3.54 |
| Omega Ratio | 1.57 | 1.49 |
| Calmar Ratio | 4.83 | 3.87 |
| Martin Ratio | 26.15 | 16.96 |
| Ulcer Index | 2.97% | 1.95% |
| Daily Std Dev | 23.81% | 12.52% |
| Max Drawdown | -83.91% | -55.45% |
| Current Drawdown | -3.26% | -1.58% |
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Correlation
The correlation between AXP and VTI is 0.70, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
AXP vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for American Express Company (AXP) and Vanguard Total Stock Market ETF (VTI). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
AXP vs. VTI - Dividend Comparison
AXP's dividend yield for the trailing twelve months is around 0.95%, less than VTI's 1.28% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AXP American Express Company | 0.95% | 1.24% | 1.35% | 1.05% | 1.42% | 1.29% | 1.51% | 1.32% | 1.61% | 1.58% | 1.05% | 0.95% |
VTI Vanguard Total Stock Market ETF | 1.28% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
AXP vs. VTI - Drawdown Comparison
The maximum AXP drawdown since its inception was -83.91%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for AXP and VTI. For additional features, visit the drawdowns tool.
Volatility
AXP vs. VTI - Volatility Comparison
American Express Company (AXP) has a higher volatility of 8.76% compared to Vanguard Total Stock Market ETF (VTI) at 4.28%. This indicates that AXP's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.